Long delay after each song when playing a non downloaded playlist - or just don't start again!

[Dladrigan]

Hopefully someone can help, whenever i'm playing a playlist that i haven't downloaded it stops playing after each song and i have to go back in to start the playlist again. This doesn't happen with playlists i've downloaded to my Samsung phone. I've tried to put a fade onto it but it just fades out the song and doesn't start the next one. Any ideas?